The first tab doesn't show up on—and cannot be edited via—the MediaWiki page. Technically, it can't be tampered with at all because it's maintained by Wikia staff members. To quote the help page:

The "On the wiki" tab is default open, and provides important links on your wikia, including Wiki activity, Random Page, Videos, Photos, and other features that may be enabled on the wikia (such as Chat). This tab is maintained by Wikia Staff, please refrain from moving the tab or removing any of the pre-populated items on it.


As for capitalizing the links, modify the CSS to include "text-transform: uppercase;". So:

.WikiNav a {
    font-family: 'Whatever font';
    text-transform: uppercase;
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